+133.0%
AFL vs TECH
-42.1%
+175.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -5.4% | +0.3% | -5.7% | -5.5% |
| 3M | -0.3% | +32.9% | -33.2% | -3.5% |
| 6M | +5.2% | +32.1% | -26.9% | +1.3% |
| YTD | +5.7% | +23.4% | -17.7% | +2.3% |
| 1Y | +10.2% | +34.1% | -23.8% | +5.1% |
| 3Y | +63.4% | +2.2% | +61.2% | +58.7% |
| 5Y | +133.0% | -41.8% | +174.8% | +137.4% |
| All | +133.0% | -42.1% | +175.1% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling